-50.3%
DOCS vs MUB
+2.4%
-52.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | -0.9% | -0.6% | +0.5% |
| 30D | +21.8% | -1.4% | +23.2% | +26.1% |
| 3M | +27.3% | -2.2% | +29.4% | +34.0% |
| 6M | -0.3% | -1.9% | +1.5% | +4.3% |
| YTD | -40.5% | -0.8% | -39.7% | -39.4% |
| 1Y | -61.5% | +2.7% | -64.3% | -63.9% |
| 3Y | +8.2% | +8.6% | -0.4% | -12.1% |
| 5Y | -73.4% | +2.0% | -75.5% | -76.5% |
| All | -50.3% | +2.4% | -52.7% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling